Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52024.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47909.19 Kr¶

PnL: ---------------------------------------> -1022.81 Kr¶

DD now: ---------------------------------> -2.063 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:52:22.375748'

Anic Portfolio¶

Today¶

Return: -0.096 %¶

This Week¶

Return: -0.557 %¶

Total portfolio value¶

Return including deposits: 70.315 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 1.790000 668.850000 29.850000 4.670000 638.999984
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
Biotage 4 0.800000 629.000000 26.000000 4.310000 603.000000
Vitrolife 3 1.040000 699.600000 22.600000 3.340000 677.000001
Addtech B 3 0.590000 719.400000 19.400000 2.770000 699.999999
SynAct Pharma 9 0.680000 662.400000 17.400000 2.700000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 0.910000 662.550000 8.550000 1.310000 653.999997
Svolder B 35 -0.240000 2187.500000 8.500000 0.390000 2179.000005
Fortnox 10 -0.380000 673.800000 5.800000 0.870000 668.000000
Embracer Group B 26 -1.270000 665.990000 3.990000 0.600000 661.999988
Latour B 2 -0.310000 450.600000 1.600000 0.360000 449.000000
Addnode Group B 6 -0.870000 753.600000 1.600000 0.210000 751.999998
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.790000 1318.000000 -2.000000 -0.150000 1320.000000
Humana 40 0.970000 668.800000 -5.200000 -0.770000 674.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.390000 646.200000 -11.800000 -1.790000 657.999999
Sdiptech B 3 -1.750000 810.000000 -12.000000 -1.460000 822.000000
SCA A 4 -0.270000 586.400000 -12.600000 -2.100000 599.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Gaming Innovation Group 161 0.390000 4161.850000 -26.150000 -0.620000 4187.999942
BONESUPPORT HOLDING 10 -1.400000 1193.000000 -31.000000 -2.530000 1224.000000
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Creades A 7 0.260000 550.200000 -60.800000 -9.950000 610.999998
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.460000 3449.600000 -95.400000 -2.690000 3545.000000
Sedana Medical 135 1.240000 4185.000000 -146.000000 -3.370000 4330.999935
New Wave B 40 -0.240000 3750.800000 -165.200000 -4.220000 3916.000000
Wästbygg Gruppen B 80 -1.490000 2648.000000 -223.000000 -7.770000 2871.000000
Bactiguard Holding B 37 1.440000 2612.200000 -354.800000 -11.960000 2966.999993
TOTAL 47909.190000 -1022.810000 -2.06266% 48931.999868

Updated:¶

'2023-06-14 09:52:38.562669'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶